INTC Options History — July 2022

In July 2022, INTC traded between $36.28 and $40.53. ATM implied volatility averaged 43.1%, placing in the 84.8% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 11.7% (HV 20d: 31.4%). Max pain ranged from $40.00 to $41.50. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.74.

Notable Days

2022-07-29: Highest Volume — 627,638 contracts
2022-07-29: Largest IV drop — 24.0% change
2022-07-13: Highest IV Rank — 100.0%
2022-07-25: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.35	$36.28	$40.53	$36.42	$36.28
Max Pain	$40.08	$40.00	$41.50	$41.50	$40.00
ATM IV	43.1%	31.8%	47.7%	43.4%	31.8%
Expected Move	11.9%	9.1%	13.4%	9.4%	9.1%
HV 20d	31.4%	24.8%	45.2%	34.5%	45.2%
HV 60d	35.9%	33.9%	38.5%	35.2%	38.5%
IV Rank	84.8%	42.2%	100.0%	88.3%	42.2%
IV Percentile	93.0%	45.2%	100.0%	97.2%	45.2%
Term Structure	-2.1%	-3.8%	0.6%	0.6%	-0.5%
VWIV	42.4%	32.2%	48.5%	33.4%	32.2%
Skew 25d	7.0%	2.0%	9.2%	7.5%	2.0%
Skew 10d	12.2%	1.3%	15.9%	13.6%	1.3%
Call IV 25d	39.7%	31.7%	42.9%	39.3%	31.7%
Put IV 25d	46.7%	33.6%	51.1%	46.9%	33.6%
Bid-Ask Spread %	2.39	1.91	3.45	2.17	3.33
Gamma HHI	0.08	0.05	0.15	0.09	0.09
Net GEX	467.0K	-39.2M	25.4M	-16.5M	-39.2M
Net DEX	1.33B	456.3M	2.13B	2.13B	2.12B
Net VEX	-15.4M	-17.7M	-13.0M	-13.5M	-13.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.35	1.37	0.58	0.96
Total Volume	180,551.95	72,030	627,638	172,713	627,638
Total OI	2,822,756.65	2,582,872	3,015,741	2,775,798	2,917,617

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$36.42	$41.50	43.4%	9.4%	34.5%	88.3%	33.4%	7.5%	0.6%	-16.5M	2.13B	-13.5M	0.58	2.17	109,464	63,249	1,603,720	1,172,078
2022-07-05	$36.56	$40.00	43.5%	11.2%	34.3%	89.0%	39.2%	7.9%	-3.1%	-12.8M	2.04B	-13.5M	0.95	3.45	68,569	65,196	1,603,641	1,169,026
2022-07-06	$37.13	$40.00	43.2%	11.1%	35.4%	87.5%	41.1%	6.5%	-2.5%	-10.8M	1.91B	-13.9M	0.60	1.91	84,982	50,999	1,623,641	1,200,037
2022-07-07	$38.10	$40.00	42.8%	11.3%	37.1%	86.0%	39.2%	7.3%	-2.7%	-1.1M	1.56B	-14.9M	0.60	2.16	77,483	46,304	1,660,546	1,218,197
2022-07-08	$38.01	$40.00	41.6%	11.1%	32.5%	81.4%	38.2%	6.6%	-2.7%	-6.7M	1.58B	-14.9M	0.59	2.02	58,800	34,492	1,687,863	1,231,867
2022-07-11	$37.23	$40.00	44.1%	11.7%	32.4%	91.3%	40.9%	7.2%	-2.8%	-7.0M	1.82B	-14.2M	0.80	2.68	39,959	32,071	1,660,567	1,193,669
2022-07-12	$37.09	$40.00	45.6%	12.2%	31.6%	97.0%	42.5%	7.2%	-2.8%	-8.3M	1.86B	-14.1M	0.61	2.08	58,066	35,503	1,671,552	1,206,198
2022-07-13	$37.30	$40.00	47.7%	12.6%	28.6%	100.0%	44.9%	8.2%	-3.8%	-5.8M	1.78B	-14.4M	0.91	2.19	64,804	59,207	1,694,822	1,212,050
2022-07-14	$37.66	$40.00	46.2%	12.6%	28.8%	94.6%	42.6%	8.3%	-2.4%	-68.1K	1.64B	-14.8M	0.87	2.00	131,566	113,994	1,710,063	1,226,111
2022-07-15	$38.43	$40.00	43.9%	12.2%	28.7%	86.2%	41.6%	7.5%	-2.2%	23.7M	1.35B	-15.5M	0.46	2.16	88,340	40,738	1,742,083	1,273,658
2022-07-18	$38.57	$40.00	44.4%	12.6%	24.8%	88.1%	43.4%	7.0%	-2.3%	11.1M	1.03B	-15.7M	0.35	2.27	114,197	39,844	1,496,422	1,086,450
2022-07-19	$40.22	$40.00	43.2%	12.3%	28.3%	83.8%	43.3%	7.2%	-1.5%	24.1M	524.8M	-17.1M	0.55	2.30	227,459	126,144	1,562,254	1,124,175
2022-07-20	$40.53	$40.00	43.2%	12.4%	27.7%	83.7%	45.1%	9.2%	-2.7%	25.4M	456.3M	-17.5M	0.64	2.20	155,266	99,956	1,600,444	1,171,820
2022-07-21	$40.44	$40.00	42.2%	12.1%	27.5%	79.9%	46.0%	7.3%	-1.1%	24.7M	522.4M	-17.7M	0.69	2.21	77,682	53,753	1,623,984	1,208,718
2022-07-22	$39.03	$40.00	44.1%	12.8%	30.8%	87.0%	45.7%	8.3%	-1.8%	-1.2M	1.08B	-16.5M	1.37	2.38	73,234	100,374	1,638,934	1,225,094
2022-07-25	$39.08	$40.00	44.7%	13.4%	29.6%	89.1%	48.2%	6.5%	-1.9%	262.9K	924.7M	-16.5M	0.89	2.18	49,628	44,407	1,538,550	1,169,855
2022-07-26	$38.96	$40.00	44.3%	13.4%	29.4%	87.7%	48.5%	6.2%	-1.8%	-394.1K	946.9M	-16.5M	0.59	2.70	82,841	49,020	1,553,379	1,183,981
2022-07-27	$40.30	$40.00	40.8%	12.3%	30.4%	75.1%	45.3%	6.1%	-1.6%	7.0M	526.8M	-17.4M	0.71	2.41	62,554	44,599	1,576,882	1,210,440
2022-07-28	$39.75	$40.00	41.8%	13.2%	30.3%	78.6%	47.5%	5.7%	-2.0%	3.1M	723.2M	-16.9M	1.09	2.91	123,816	134,841	1,581,843	1,222,902
2022-07-29	$36.28	$40.00	31.8%	9.1%	45.2%	42.2%	32.2%	2.0%	-0.5%	-39.2M	2.12B	-13.0M	0.96	3.33	320,618	307,020	1,633,827	1,283,790